+107.6%
ENB vs PEGA
+94.5%
+13.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -1.8% | -8.6% | +6.9% | -0.6% |
| 30D | +2.0% | -10.1% | +12.1% | +3.3% |
| 3M | -5.8% | -4.7% | -1.1% | -5.6% |
| 6M | -9.7% | -8.0% | -1.7% | -9.6% |
| YTD | +4.2% | -47.1% | +51.4% | +11.9% |
| 1Y | +3.2% | -47.5% | +50.7% | +10.8% |
| 3Y | +70.6% | +40.2% | +30.3% | +45.6% |
| 5Y | +55.1% | -45.7% | +100.9% | +60.2% |
| 10Y | +107.6% | +85.1% | +22.5% | +49.3% |
| All | +107.6% | +94.5% | +13.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling